A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling

Cendejas, José Luis; Pérez, Félix Fernando Múñoz; Fernández-de-Pinedo, Nadia

doi:10.1007/s11698-015-0135-0

Cited by 5 publications

(2 citation statements)

References 56 publications

(33 reference statements)

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“…Such errors in the data are defined as "noise." Some economic historians have applied filters such as "white noise" to make consistent annual series of data (Cendejas et al 2017). "Noise" might be avoided if the input of data is normalized as far as possible.…”

Section: Consumption Databasementioning

confidence: 99%

Consumption of Chinese goods in southwestern Europe: a multi-relational database and the vicarious consumption theory as alternative model to the industrious revolution (eighteenth century)

Pérez-García

2019

Historical Methods: A Journal of Quantitative and Interdiscipli

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This article discusses the application of new technologies, software coding and computer analysis in the social sciences and humanities, mainly in the field of economic history. In the last two decades, the use of new computer technologies among historians to develop theories and solve questions has fostered a vibrant historiographical debate. However, these new digital tools have largely been used as an end in themselves, rather than as a means to develop hypotheses and answer questions. This has prevented researchers from fully exploiting such technologies in their field. In this article, I discuss how I designed a new multi-relational database using the "Access" package and SQL language to test the "industrious revolution" hypothesis and present the "vicarious consumption" theory as an alternative model for analyzing the eighteenth-century circulation of Chinese goods in the Western Mediterranean region. It presents the cross-referencing method I used to analyze the historical information I collected, mainly from probate inventories and trade records. This method makes it possible to navigate through the data in a way that goes beyond the traditional use of "excel" tables.

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Section: Consumption Databasementioning

confidence: 99%

Consumption of Chinese goods in southwestern Europe: a multi-relational database and the vicarious consumption theory as alternative model to the industrious revolution (eighteenth century)

Pérez-García

2019

Historical Methods: A Journal of Quantitative and Interdiscipli

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“…Extending this period until 1938 conveys that this was the model to which policymakers wanted to return after World War I and explains their insistence in returning to the gold standard at pre-war parity (Checkland 1983). Additionally, it was a period where international cooperation was essential, as highlighted by institutions and accords such as the Bank for International Settlements or the British Economic Conference of 1932 (Cendejas et al 2017).…”

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confidence: 99%

Stock market co-movement, domestic economic policy and the macroeconomic trilemma: the case of the UK (1922–2016)

Laverde

2019

Financial History Review

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This article explores the global cycle hypothesis by testing whether the US stock market serves as an explanatory variable for the evolution of expansions and contractions in the UK stock market from 1922 until 2016. Alternatively, it tests an index that groups the stock markets of advanced economies to identify whether this driving force is international. Second, regarding co-movement with the US, the article explores whether its time-varying nature is contingent on the domestic and international economic policy regimes. I find evidence that there is a strong and contemporaneous co-movement between the US and UK stock markets. Additionally, through a VAR model, I identify that the movements in the UK stock market cause, in the Granger sense, changes in the index for advanced economies up to two years later. Furthermore, in the short-run co-movement between the US and UK stock markets is contingent on the macroeconomic trilemma while, in the long run, both domestic and international policy regimes affect the relationship. A final contribution is the design of a new methodology for describing the evolution of financial time series as risk-adjusted above or below average returns to different time horizons: the Local Bull Bear Indicators (LBBIs).

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A Multi-scale Periodic Study of PM2.5 Concentration in the Yangtze River Delta of China Based on Empirical Mode Decomposition-Wavelet Analysis

Wu¹,

Guo²

2021

Economic Impacts and Emergency Management of Disasters in China

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A contribution to the analysis of historical economic fluctuations (1870–2010): filtering, spurious cycles, and unobserved component modeling

Cited by 5 publications

References 56 publications

Consumption of Chinese goods in southwestern Europe: a multi-relational database and the vicarious consumption theory as alternative model to the industrious revolution (eighteenth century)

Consumption of Chinese goods in southwestern Europe: a multi-relational database and the vicarious consumption theory as alternative model to the industrious revolution (eighteenth century)

Stock market co-movement, domestic economic policy and the macroeconomic trilemma: the case of the UK (1922–2016)

A Multi-scale Periodic Study of PM2.5 Concentration in the Yangtze River Delta of China Based on Empirical Mode Decomposition-Wavelet Analysis

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